Optimal Stop-Loss and Take-Profit Parameterization for Autonomous Trading Agent Swarm

ArXi:2604.27150v1 Announce Type: new Autonomous crypto trading systems often spend most of their design effort on finding entries, while exits are left to fixed rules that are rarely tested in a systematic way. This paper examines whether better stop-loss and take-profit settings can improve the performance of an autonomous trading agent swarm. Using than 900 historical trades, we replay each trade under many alternative exit policies and compare results against the existing production setup.